A Discrete Bouncy Particle Sampler

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A Discrete Bouncy Particle Sampler

17 July 2017

Alexandre Hoang Thiery

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Papers citing "A Discrete Bouncy Particle Sampler"

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Title
Effect of Random Learning Rate: Theoretical Analysis of SGD Dynamics in Non-Convex Optimization via Stationary Distribution Naoki Yoshida Shogo H. Nakakita Masaaki Imaizumi 62 1 0 23 Jun 2024
Scaling of Piecewise Deterministic Monte Carlo for Anisotropic Targets J. Bierkens K. Kamatani Gareth O. Roberts 50 1 0 01 May 2023
The Application of Zig-Zag Sampler in Sequential Markov Chain Monte Carlo Yu Han Kazuyuki Nakamura 50 2 0 18 Nov 2021
Delayed rejection Hamiltonian Monte Carlo for sampling multiscale distributions Chirag Modi A. Barnett Bob Carpenter 98 14 0 01 Oct 2021
Nonreversible MCMC from conditional invertible transforms: a complete recipe with convergence guarantees Achille Thin Nikita Kotolevskii Christophe Andrieu Alain Durmus Eric Moulines Maxim Panov 50 6 0 31 Dec 2020
A general perspective on the Metropolis-Hastings kernel Christophe Andrieu Anthony Lee Samuel Livingstone 81 25 0 29 Dec 2020
Reversible Jump PDMP Samplers for Variable Selection Augustin Chevallier Paul Fearnhead Matthew Sutton 65 18 0 22 Oct 2020
Non-reversible guided Metropolis kernel K. Kamatani Xiaolin Song 14 1 0 12 May 2020
Parallelising MCMC via Random Forests Changye Wu Christian P. Robert 20 5 0 21 Nov 2019
Hug and Hop: a discrete-time, non-reversible Markov chain Monte-Carlo algorithm Matthew Ludkin Chris Sherlock 54 8 0 29 Jul 2019
Exponential Ergodicity of the Bouncy Particle Sampler George Deligiannidis Alexandre Bouchard-Côté Arnaud Doucet 114 49 0 12 May 2017